-7.2%
T vs MDB
+9.1%
-16.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | -0.5% |
| 7D | -1.5% | -18.0% | +16.5% | -2.8% |
| 30D | +7.6% | -10.7% | +18.3% | +7.0% |
| 3M | +15.3% | +1.0% | +14.3% | +16.1% |
| 6M | -8.5% | +31.6% | -40.1% | -4.6% |
| YTD | +6.8% | -15.2% | +21.9% | +6.3% |
| 1Y | -7.2% | +10.1% | -17.4% | -4.9% |
| All | -7.2% | +9.1% | -16.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling